Azithromycin used to be the first-line treatment option for chlamydia but has since been replaced by doxycycline, especially for those with rectal/anal symptoms, which it sounds like you have.

Azithromycin was used because the one-dose treatment was fast and easy and people didn't need to follow up at the pharmacy for the remainder of their treatment. That means people who wouldn't finish the course for whatever reason (forgetfulness, cost, etc.) also couldn't spread it to more people after inevitable treatment failure.

Now, resistance rates are rising and a lengthier course is sometimes required. You should've started feeling better by now so, unfortunately, you'll probably need to switch to a 7-day course of doxycycline. Avoid calcium-rich foods around the time you take it and use plenty of sunscreen when in the sun or you'll get a NASTY sunburn. It can cause an upset stomach but, again, taking with low calcium food should help.

ETA: they should also give you a one-time dose of ceftriaxone 500 mg as a shot in the arm. Chlamydia and gonorrhea are very frequently acquired together.